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PEX vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PEX vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Global Listed Private Equity ETF (PEX) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PEX achieves a -7.84% return, which is significantly higher than UVXY's -34.93% return. Over the past 10 years, PEX has outperformed UVXY with an annualized return of 4.92%, while UVXY has yielded a comparatively lower -72.05% annualized return.


PEX

1D
0.68%
1M
3.24%
6M
-10.07%
YTD
-7.84%
1Y
-14.95%
3Y*
4.15%
5Y*
0.32%
10Y*
4.92%

UVXY

1D
2.95%
1M
-9.52%
6M
-33.79%
YTD
-34.93%
1Y
-73.19%
3Y*
-62.17%
5Y*
-68.33%
10Y*
-72.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PEX vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PEX
ProShares Global Listed Private Equity ETF
-7.84%0.21%13.05%23.11%-25.98%28.34%-1.14%25.53%-13.31%14.33%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-34.93%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-84.23%60.10%-94.17%

Correlation

The correlation between PEX and UVXY is -0.54, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.54

Correlation (3Y)
Calculated over the trailing 3-year period

-0.55

Correlation (5Y)
Calculated over the trailing 5-year period

-0.60

Correlation (10Y)
Calculated over the trailing 10-year period

-0.56

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2013

-0.50

The correlation between PEX and UVXY has been stable across timeframes, ranging from -0.60 to -0.50 - a consistent structural relationship.

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Return for Risk

PEX vs. UVXY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PEX
PEX Risk / Return Rank: 33
Overall Rank
PEX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
PEX Sortino Ratio Rank: 33
Sortino Ratio Rank
PEX Omega Ratio Rank: 33
Omega Ratio Rank
PEX Calmar Ratio Rank: 44
Calmar Ratio Rank
PEX Martin Ratio Rank: 44
Martin Ratio Rank

UVXY
UVXY Risk / Return Rank: 11
Overall Rank
UVXY Sharpe Ratio Rank: 33
Sharpe Ratio Rank
UVXY Sortino Ratio Rank: 11
Sortino Ratio Rank
UVXY Omega Ratio Rank: 22
Omega Ratio Rank
UVXY Calmar Ratio Rank: 00
Calmar Ratio Rank
UVXY Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PEX vs. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Global Listed Private Equity ETF (PEX) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PEXUVXYDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

0.86

0.82

+0.04

Calmar ratioReturn relative to maximum drawdown

-0.61

-0.99

+0.39

Martin ratioReturn relative to average drawdown

-1.07

-1.48

+0.41

PEX vs. UVXY - Sharpe Ratio Comparison

The current PEX Sharpe Ratio is -0.94, which is comparable to the UVXY Sharpe Ratio of -0.86. The chart below compares the historical Sharpe Ratios of PEX and UVXY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PEX vs. UVXY - Drawdown Comparison

The maximum PEX drawdown since its inception was -49.17%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for PEX and UVXY.


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Drawdown Indicators


PEXUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-49.17%

-100.00%

+50.83%

Max Drawdown (1Y)

Largest decline over 1 year

-24.72%

-73.88%

+49.16%

Max Drawdown (3Y)

Largest decline over 3 years

-24.72%

-95.42%

+70.70%

Max Drawdown (5Y)

Largest decline over 5 years

-36.58%

-99.75%

+63.17%

Max Drawdown (10Y)

Largest decline over 10 years

-49.17%

-100.00%

+50.83%

Current Drawdown

Current decline from peak

-16.70%

-100.00%

+83.30%

Average Drawdown

Average peak-to-trough decline

-8.31%

-98.76%

+90.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.93%

49.56%

-35.63%

Volatility

PEX vs. UVXY - Volatility Comparison

The current volatility for ProShares Global Listed Private Equity ETF (PEX) is 3.97%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 17.16%. This indicates that PEX experiences smaller price fluctuations and is considered to be less risky than UVXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PEXUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.97%

17.16%

-13.19%

Volatility (6M)

Calculated over the trailing 6-month period

13.62%

66.78%

-53.16%

Volatility (1Y)

Calculated over the trailing 1-year period

15.97%

85.47%

-69.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.01%

103.82%

-85.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.25%

112.00%

-92.75%

PEX vs. UVXY - Expense Ratio Comparison

PEX has a 3.13% expense ratio, which is higher than UVXY's 0.95% expense ratio.


Dividends

PEX vs. UVXY - Dividend Comparison

PEX's dividend yield for the trailing twelve months is around 8.61%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
PEX
ProShares Global Listed Private Equity ETF
8.61%12.80%14.11%13.02%1.77%13.64%5.52%7.94%4.72%24.26%3.24%12.50%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PEX and UVXY have a correlation of -0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (17.16%) compared to PEX (3.97%). In terms of maximum drawdown, PEX dropped -49.17% vs UVXY's -100.00%.

On 10-year performance, PEX leads with 4.92% vs -72.05% for UVXY. On fees, UVXY is cheaper at 0.95% per year. On volatility, PEX has been the lower-risk option at 3.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PEX has performed better with a 4.92% return vs -72.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UVXY is cheaper with a 0.95% expense ratio, compared with 3.13% for PEX.

PEX has the higher dividend yield at 8.61%, compared with 0.00% for UVXY.

PEX is categorized as Financials Equities, while UVXY is Volatility. PEX tracks LPX Direct Listed Private Equity Index, while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%). Their fees differ too: 3.13% for PEX and 0.95% for UVXY.

UVXY currently has the higher Sharpe Ratio (-0.86 vs -0.94), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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